McGregor (21-3) made history last month by becoming the first athlete to hold two UFC titles simultaneously. The Irishman was already the featherweight champ when he knocked out Eddie Alvarez for the lightweight championship at UFC 205 in New York.
Last weekend, the UFC announced McGregor had "relinquished" the featherweight title, which he won by knocking out Jose Aldo in 13 seconds last December.
During a recent appearance in Northern Ireland, which was caught on camera and posted by TMZ, McGregor suggested he hadn't given up his 145-pound belt.
"[The UFC] is trying to strip me; well, I ain't stripped," McGregor said. "I still got that belt. That belt's still at my home right now. I'm still the two-weight world champion. Someone's got to come take that off me.
"I see articles and stuff online, but I don't see that belt not in my presence. The belt is right there. I've got two world titles in my home."
In a recent interview with Yahoo! Sports, UFC president Dana White said it was McGregor's decision to give up the featherweight title. The UFC has since promoted Aldo to its official champion. Aldo won an interim title at UFC 200 in July.
"Do you think I just did this? This was Conor's decision," White said.
Despite McGregor's claims, he is not the official UFC featherweight champion. That might be the perception, since he knocked out Aldo less than one year ago, but the UFC is already moving on with the 145-pound division. An interim title fight between Max Holloway and Anthony Pettis will headline UFC 206 next weekend.
McGregor even seemed to acknowledge in his statements that he's not the featherweight champion, but he suggested it mattered very little in the eyes of observers.
"Eddie's still unconscious," McGregor said. "What do you mean? I only fought last week. Them belts are mine. Whatever they want to say -- 'We took the belt, now it's this guy's belt' -- you can play with those fake belts all you want.
"I'll say to the UFC, and I love the company, but you're fooling nobody. Best of luck to them, but I still got those belts. Someone has to take those belts off me physically, not online. Not through a keyboard. The keyboard warriors are trying to take belts; you've got to take those belts physically."
McGregor, 28, is expecting the birth of his first child in 2017. He recently applied for and received a professional boxing license in California, although he still remains under contract with the UFC.
McGregor is still two-way champion in his mind
Brett Okamoto explains how it's only natural for Conor McGregor to have the mentality that he is still the featherweight title holder.